On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives
Year of publication: |
2003
|
---|---|
Authors: | Moreno, Manuel ; Navas, Javier F. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 6.2003, 2, p. 107-128
|
Saved in:
Saved in favorites
Similar items by person
-
Moreno, Manuel, (2008)
-
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel, (2003)
-
Moreno, Manuel, (2003)
- More ...